liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
Version 1.0-6

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy.

Package details

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Date of publication2017-09-11 20:15:21 UTC
MaintainerMatt Nunes <[email protected]>
Package repositoryView on CRAN
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liftLRD documentation built on Sept. 12, 2017, 1:04 a.m.